+52.1%
TEL vs VIG
+61.5%
-9.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.6% |
| 7D | -2.3% | -2.2% | -0.1% | +0.9% |
| 30D | -6.1% | -3.2% | -2.8% | -1.6% |
| 3M | +1.7% | +3.0% | -1.3% | -2.4% |
| 6M | +1.6% | +8.1% | -6.5% | -8.4% |
| YTD | -9.1% | +9.1% | -18.1% | -18.9% |
| 1Y | -1.7% | +12.6% | -14.2% | -15.8% |
| 3Y | +67.3% | +55.4% | +11.9% | -7.0% |
| 5Y | +52.1% | +62.8% | -10.7% | -19.6% |
| All | +52.1% | +61.5% | -9.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling